+344.5%
PG vs LYV
+1,446.8%
-1,102.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.6% |
| 30D | +0.8% | -8.2% | +9.0% | +1.7% |
| 3M | -1.3% | -1.3% | -0.1% | -1.3% |
| 6M | -3.8% | +2.6% | -6.4% | -4.3% |
| YTD | +3.6% | +19.4% | -15.8% | +1.4% |
| 1Y | -5.7% | -2.2% | -3.5% | -5.9% |
| 3Y | +1.6% | +106.0% | -104.5% | -7.3% |
| 5Y | +14.6% | +97.7% | -83.1% | +2.9% |
| 10Y | +121.2% | +560.5% | -439.3% | +64.8% |
| All | +344.5% | +1,446.8% | -1,102.3% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling